Error establishing a database connection pls heeelp@

I did established a connection with the database with dreamweaver, but when i try to Open http://www.mysite.com/blog/wp-admin/install.php in browser i get the error i write in title! why everything is working in dreamweaver and when i try it online is not?
Where i set up the connection .. at “host directory” what am i suppose to write? (I must say that the blog is not on the root, is in a folder name blog.. http://www.mysite.com/blog)
Thank you very much!